NVDU vs. MSFT
NVDU (Direxion Daily NVDA Bull 2X Shares ETF) is Leveraged Equities fund actively managed by Direxion, while MSFT (Microsoft Corporation) is a stock. Over the past year, NVDU returned 67.40% vs -22.44% for MSFT. A 0.51 correlation means they provide meaningful diversification when combined.
Performance
NVDU vs. MSFT - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, NVDU achieves a 11.81% return, which is significantly higher than MSFT's -23.71% return.
NVDU
- 1D
- -1.73%
- 1M
- -8.04%
- YTD
- 11.81%
- 6M
- 14.78%
- 1Y
- 67.40%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
MSFT
- 1D
- -3.18%
- 1M
- -12.24%
- YTD
- -23.71%
- 6M
- -23.91%
- 1Y
- -22.44%
- 3Y*
- 3.92%
- 5Y*
- 7.61%
- 10Y*
- 23.62%
NVDU vs. MSFT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
NVDU Direxion Daily NVDA Bull 2X Shares ETF | 11.81% | 33.65% | 289.29% | 12.08% |
MSFT Microsoft Corporation | -23.71% | 15.58% | 12.93% | 13.57% |
Correlation
The correlation between NVDU and MSFT is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.42 |
Correlation (All Time) Calculated using the full available price history since Sep 13, 2023 | 0.51 |
The correlation between NVDU and MSFT has been stable across timeframes, ranging from 0.42 to 0.51 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
NVDU vs. MSFT — Risk / Return Rank
NVDU
MSFT
NVDU vs. MSFT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Direxion Daily NVDA Bull 2X Shares ETF (NVDU) and Microsoft Corporation (MSFT). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| NVDU | MSFT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.84 | ||
| Sortino ratioReturn per unit of downside risk | +2.72 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 0.86 | +0.34 |
| Calmar ratioReturn relative to maximum drawdown | 1.60 | -0.66 | +2.27 |
| Martin ratioReturn relative to average drawdown | 3.52 | -1.32 | +4.84 |
Loading charts...
Drawdowns
NVDU vs. MSFT - Drawdown Comparison
The maximum NVDU drawdown since its inception was -67.27%, roughly equal to the maximum MSFT drawdown of -69.38%. Use the drawdown chart below to compare losses from any high point for NVDU and MSFT.
Loading charts...
Drawdown Indicators
| NVDU | MSFT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.27% | -69.38% | +2.11% |
Max Drawdown (1Y)Largest decline over 1 year | -42.27% | -33.91% | -8.36% |
Max Drawdown (3Y)Largest decline over 3 years | — | -33.91% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -37.15% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -37.15% | — |
Current DrawdownCurrent decline from peak | -23.85% | -31.80% | +7.95% |
Average DrawdownAverage peak-to-trough decline | -18.90% | -21.79% | +2.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 19.21% | 16.97% | +2.24% |
Volatility
NVDU vs. MSFT - Volatility Comparison
Direxion Daily NVDA Bull 2X Shares ETF (NVDU) has a higher volatility of 25.10% compared to Microsoft Corporation (MSFT) at 11.08%. This indicates that NVDU's price experiences larger fluctuations and is considered to be riskier than MSFT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| NVDU | MSFT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 25.10% | 11.08% | +14.02% |
Volatility (6M)Calculated over the trailing 6-month period | 52.56% | 22.93% | +29.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 70.05% | 26.01% | +44.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 90.93% | 26.78% | +64.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 90.93% | 27.11% | +63.82% |
Dividends
NVDU vs. MSFT - Dividend Comparison
NVDU's dividend yield for the trailing twelve months is around 5.18%, more than MSFT's 0.97% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MSFT Microsoft Corporation | 0.97% | 0.70% | 0.73% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% |
NVDU Direxion Daily NVDA Bull 2X Shares ETF | 5.18% | 5.68% | 16.85% | 0.63% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
NVDU and MSFT have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NVDU has higher volatility (25.10%) compared to MSFT (11.08%). In terms of maximum drawdown, NVDU dropped -67.27% vs MSFT's -69.38%.
NVDU currently has the higher Sharpe Ratio (0.97 vs -0.87), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for NVDU and MSFT
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer